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You're reading from  Mastering Python for Finance. - Second Edition

Product typeBook
Published inApr 2019
Reading LevelIntermediate
PublisherPackt
ISBN-139781789346466
Edition2nd Edition
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Author (1)
James Ma Weiming
James Ma Weiming
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James Ma Weiming

James Ma Weiming is a software engineer based in Singapore. His studies and research are focused on financial technology, machine learning, data sciences, and computational finance. James started his career in financial services working with treasury fixed income and foreign exchange products, and fund distribution. His interests in derivatives led him to Chicago, where he worked with veteran traders of the Chicago Board of Trade to devise high-frequency, low-latency strategies to game the market. He holds an MS degree in finance from Illinois Tech's Stuart School of Business in the United States and a bachelor's degree in computer engineering from Nanyang Technological University.
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Summary

In this chapter, we have been introduced to deep learning and the use of neural networks. An artificial neutral network consists of an input layer and an output layer, with one or more hidden layers in between. Each layer consists of artificial neurons, and each artificial neuron receives weighted inputs that are summed together with a bias. An activation function transforms these inputs into an output, and feeds it as input to another neuron.

Using the TensorFlow Python library, we built a deep learning model with four hidden layers to predict the prices of a security. The dataset is preprocessed by scaling and split into training and testing data. Designing an artificial neuron network involves two phases. The first phase is to assemble the graph, and the second phase is to train the model. A TensorFlow session object provides an execution environment, where training...

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Mastering Python for Finance. - Second Edition
Published in: Apr 2019Publisher: PacktISBN-13: 9781789346466

Author (1)

author image
James Ma Weiming

James Ma Weiming is a software engineer based in Singapore. His studies and research are focused on financial technology, machine learning, data sciences, and computational finance. James started his career in financial services working with treasury fixed income and foreign exchange products, and fund distribution. His interests in derivatives led him to Chicago, where he worked with veteran traders of the Chicago Board of Trade to devise high-frequency, low-latency strategies to game the market. He holds an MS degree in finance from Illinois Tech's Stuart School of Business in the United States and a bachelor's degree in computer engineering from Nanyang Technological University.
Read more about James Ma Weiming